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Approximate Dynamic Programming: Solving the Curses of Dimensionality / Edition 2
Barnes and Noble
Approximate Dynamic Programming: Solving the Curses of Dimensionality / Edition 2
Current price: $155.95
Barnes and Noble
Approximate Dynamic Programming: Solving the Curses of Dimensionality / Edition 2
Current price: $155.95
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- A new chapter describing four fundamental classes of policies for working with diverse stochastic optimization problems: myopic policies, look-ahead policies, policy function approximations, and policies based on value function approximations
- A new chapter on policy search that brings together stochastic search and simulation optimization concepts and introduces a new class of optimal learning strategies
- Updated coverage of the exploration exploitation problem in ADP, now including a recently developed method for doing active learning in the presence of a physical state, using the concept of the knowledge gradient
- A new sequence of chapters describing statistical methods for approximating value functions, estimating the value of a fixed policy, and value function approximation while searching for optimal policies
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